EBA has published today its final ITS on supervisory reporting with respect to IRRBB.
The amended final draft ITS equip supervisors with the appropriate data to monitor risks arising from interest rates’ changes.
In addition, they aim at providing quality data to supervisors to monitor institutions’ IRBB risk and the implementation of the policy package published by the EBA in October 2022.

EIOPA has published its Insurance Risk Dashboard, which shows that insurers’ exposures to macro risks are currently the main concern for the sector. Risk levels remain broadly constant, with all risk categories pointing to medium risks with the exception of macro risks.